Analysis
[1] "一般職業紹介状況:有効求人倍率(新規学卒者を除きパートタイムを含む)【季節調整値】:厚生労働省"
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1999 0.50
2000 0.51 0.52 0.54 0.56 0.56 0.58 0.60 0.61 0.62 0.64 0.65 0.65
2001 0.65 0.64 0.63 0.62 0.61 0.61 0.60 0.58 0.57 0.54 0.52 0.51
2002 0.50 0.51 0.52 0.52 0.53 0.53 0.54 0.55 0.55 0.56 0.56 0.57
2003 0.58 0.59 0.60 0.61 0.61 0.62 0.63 0.65 0.67 0.70 0.72 0.75
2004 0.76 0.76 0.77 0.78 0.80 0.82 0.83 0.84 0.86 0.88 0.91 0.92
2005 0.91 0.91 0.93 0.94 0.94 0.95 0.96 0.96 0.96 0.98 0.99 1.01
2006 1.03 1.04 1.05 1.05 1.07 1.07 1.08 1.07 1.07 1.06 1.06 1.06
2007 1.06 1.05 1.05 1.07 1.07 1.07 1.06 1.05 1.03 1.01 0.98 0.98
2008 0.97 0.96 0.96 0.96 0.95 0.92 0.89 0.86 0.83 0.79 0.75 0.71
2009 0.64 0.57 0.52 0.49 0.46 0.44 0.43 0.42 0.43 0.44 0.44 0.44
2010 0.45 0.46 0.48 0.49 0.50 0.51 0.53 0.54 0.55 0.56 0.58 0.59
2011 0.60 0.62 0.62 0.62 0.61 0.62 0.64 0.65 0.67 0.69 0.71 0.72
2012 0.74 0.75 0.77 0.78 0.79 0.80 0.81 0.82 0.81 0.82 0.82 0.83
2013 0.84 0.85 0.87 0.88 0.90 0.92 0.93 0.95 0.96 0.99 1.01 1.03
2014 1.04 1.06 1.07 1.08 1.09 1.09 1.10 1.10 1.10 1.11 1.12 1.14
2015 1.15 1.16 1.16 1.16 1.18 1.19 1.20 1.22 1.23 1.24 1.26 1.27
2016 1.29 1.30 1.31 1.33 1.35 1.36 1.36 1.37 1.38 1.40 1.41 1.42
2017 1.43 1.45 1.46 1.48 1.49 1.50 1.51 1.52 1.52 1.55 1.56 1.58
2018 1.59 1.59 1.59 1.60 1.61 1.61 1.62 1.63 1.63 1.62 1.63 1.63
2019 1.63 1.63 1.63 1.63 1.62 1.61 1.59 1.59 1.57 1.57
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-0.028945 -0.007692 0.002332 0.010428 0.019777
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.412632 0.004406 93.66 <0.0000000000000002 ***
ID 0.011253 0.000192 58.62 <0.0000000000000002 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.01349 on 37 degrees of freedom
Multiple R-squared: 0.9893, Adjusted R-squared: 0.9891
F-statistic: 3436 on 1 and 37 DF, p-value: < 0.00000000000000022
Two-sample Kolmogorov-Smirnov test
data: lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.076923, p-value = 0.9999
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.34659, p-value = 0.00000000000133
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 5.6803, df = 1, p-value = 0.01716
Box-Ljung test
data: lm_residuals
X-squared = 25.151, df = 1, p-value = 0.0000005301
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-0.168310 -0.013936 0.007207 0.032628 0.067860
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.8953117 0.0106177 84.32 <0.0000000000000002 ***
ID 0.0102805 0.0002222 46.26 <0.0000000000000002 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.04763 on 80 degrees of freedom
Multiple R-squared: 0.964, Adjusted R-squared: 0.9635
F-statistic: 2140 on 1 and 80 DF, p-value: < 0.00000000000000022
Two-sample Kolmogorov-Smirnov test
data: lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.12195, p-value = 0.5785
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.041048, p-value < 0.00000000000000022
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 14.699, df = 1, p-value = 0.0001261
Box-Ljung test
data: lm_residuals
X-squared = 67.297, df = 1, p-value = 0.000000000000000222
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-0.18986 -0.11065 -0.03390 0.09099 0.38642
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.560491 0.038398 14.597 < 0.0000000000000002 ***
ID 0.003085 0.001113 2.772 0.00752 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.1456 on 57 degrees of freedom
Multiple R-squared: 0.1188, Adjusted R-squared: 0.1033
F-statistic: 7.683 on 1 and 57 DF, p-value: 0.007517
Two-sample Kolmogorov-Smirnov test
data: lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.10169, p-value = 0.9239
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.025858, p-value < 0.00000000000000022
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 22.327, df = 1, p-value = 0.0000023
Box-Ljung test
data: lm_residuals
X-squared = 52.356, df = 1, p-value = 0.0000000000004629
Call:
lm(formula = value ~ ID)
Residuals:
Min 1Q Median 3Q Max
-0.163373 -0.018073 0.003136 0.030393 0.068672
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.9360273 0.0106061 88.25 <0.0000000000000002 ***
ID 0.0100930 0.0002303 43.82 <0.0000000000000002 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.04669 on 77 degrees of freedom
Multiple R-squared: 0.9614, Adjusted R-squared: 0.9609
F-statistic: 1920 on 1 and 77 DF, p-value: < 0.00000000000000022
Two-sample Kolmogorov-Smirnov test
data: lm_residuals and rnorm(n = length(lm_residuals), mean = 0, sd = sd(lm_residuals))
D = 0.13924, p-value = 0.4302
alternative hypothesis: two-sided
Durbin-Watson test
data: value ~ ID
DW = 0.043598, p-value < 0.00000000000000022
alternative hypothesis: true autocorrelation is greater than 0
studentized Breusch-Pagan test
data: value ~ ID
BP = 16.176, df = 1, p-value = 0.00005773
Box-Ljung test
data: lm_residuals
X-squared = 64.351, df = 1, p-value = 0.0000000000000009992